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Minimization Problem
Minimization Problem [message #79730] |
Mon, 26 March 2012 23:52 |
moxament
Messages: 26 Registered: April 2008
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Junior Member |
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Dear All,
I need your help to solve the following problem using IDL. I need to
come up with an efficient way to find the minimum of a function. The
function is:
F(b) = (1 / la_determ((1 - b) * la_invert(v2) + b * la_invert(v1))) /
((la_determ(v1) ^ b) * (la_determ(v2) ^ (1 - b)))
Where v1 and v2 are given matrices and 0 < b < 1. So, what I need is
an efficient way of finding the value b for which the F(b) is
minimum.
I know that I can calculate for example 1000 values of b and for each
value I can find F(b) and search for the minimum. But this way is not
efficient in terms of accuracy and execution time.
Any help is appreciated.
MD
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